Index Based Coupon Bond

From Open Risk Manual

Definition

Index Based Coupon Bond. Variable coupon bond with payments that fluctuate according to an "index" other than an interest rate, such as an economic indicator


Issues and Challenges

Might also be referred to as Index Linked, but more commonly the term Index Linked refers to principal. So this term has a made up name for this kind of bond, following OTPP review in which we dealt with the distinction between index linked interest and index linked principal amounts. .

Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.

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